-68.1%
SE vs JBHT
+58.3%
-126.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.1% |
| 7D | -6.1% | +4.9% | -11.0% | -8.2% |
| 30D | -2.5% | +0.6% | -3.0% | -3.0% |
| 3M | +21.7% | -3.2% | +24.9% | +22.0% |
| 6M | +27.0% | +17.0% | +10.0% | +14.7% |
| YTD | -12.1% | +41.7% | -53.8% | -28.3% |
| 1Y | -40.9% | +90.0% | -130.9% | -59.7% |
| 3Y | +191.0% | +47.0% | +144.0% | +118.5% |
| All | -68.1% | +58.3% | -126.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling